booleans, but you will need to do a bit of work before you can make the mesh clean afterwards.

Here's an example:

Say you have a cylinder with 8 sides (for this the lower the better) you need to have enough cuts in the other mesh to accommodte the sides. So If I made a cube I would have to make sure I had 5 cuts around the y axis and 5 around the x axis. These need to then be moved so that they line up with the verts of the cylinder object. Do the same on the other axis. Then you need to do the boolen (difference) bectween the two objects and you should get a relatively clean mesh. Then you need to vertex snap any stray verts together and merge them to get a clean mesh.

See the scene file I've attached for a better idea of what I mean. It's a massive pain in the arse believe me but it's the only way to get good results that are usable afterwards!